Working on Bittrex implementation and unit tests

catalyst/exchange/bitfinex/bitfinex.py

@@ -1,11 +1,11 @@
 import base64
-import numpy as np
 import hashlib
 import hmac
 import json
 import re
 import time
 
+import numpy as np
 import pandas as pd
 import pytz
 import requests
@@ -18,11 +18,9 @@ from catalyst.exchange.exchange import Exchange
 from catalyst.exchange.exchange_errors import (
     ExchangeRequestError,
     InvalidHistoryFrequencyError,
-    InvalidOrderType)
-from catalyst.finance.execution import (MarketOrder,
-                                        LimitOrder,
-                                        StopOrder,
-                                        StopLimitOrder)
+    InvalidOrderStyle)
+from catalyst.exchange.exchange_execution import ExchangeLimitOrder, \
+    ExchangeStopLimitOrder, ExchangeStopOrder
 from catalyst.finance.order import Order, ORDER_STATUS
 from catalyst.protocol import Account
 
@@ -368,14 +366,18 @@ class Bitfinex(Exchange):
         :return:
         """
         exchange_symbol = self.get_symbol(asset)
-        if isinstance(style, LimitOrder) or isinstance(style, StopLimitOrder):
+        if isinstance(style, ExchangeLimitOrder) \
+                or isinstance(style, ExchangeStopLimitOrder):
             price = style.get_limit_price(is_buy)
             order_type = 'limit'
-        elif isinstance(style, StopOrder):
+
+        elif isinstance(style, ExchangeStopOrder):
             price = style.get_stop_price(is_buy)
             order_type = 'stop'
+
         else:
-            raise InvalidOrderType()
+            raise InvalidOrderStyle(exchange=self.name,
+                                    style=style.__class__.__name__)
 
         req = dict(
             symbol=exchange_symbol,

catalyst/exchange/bittrex/bittrex.py

@@ -1,13 +1,15 @@
-from catalyst.exchange.exchange_errors import InvalidHistoryFrequencyError, \
-    ExchangeRequestError
+import json
+
+import pandas as pd
+from catalyst.assets._assets import TradingPair
 from logbook import Logger
 from six.moves import urllib
-import json
-import pandas as pd
 
-from catalyst.exchange.exchange import Exchange
 from catalyst.exchange.bittrex.bittrex_api import Bittrex_api
-from catalyst.assets._assets import TradingPair
+from catalyst.exchange.exchange import Exchange
+from catalyst.exchange.exchange_errors import InvalidHistoryFrequencyError, \
+    ExchangeRequestError, InvalidOrderStyle
+from catalyst.finance.execution import LimitOrder, StopLimitOrder
 
 log = Logger('Bittrex')
 
@@ -16,8 +18,10 @@ URL2 = 'https://bittrex.com/Api/v2.0'
 
 class Bittrex(Exchange):
     def __init__(self, key, secret, base_currency, portfolio=None):
-        self.api = Bittrex_api(key=key, secret=secret)
+        self.api = Bittrex_api(key=key, secret=secret.encode('UTF-8'))
         self.name = 'bittrex'
+        self.base_currency = base_currency
+        self._portfolio = portfolio
 
         self.assets = dict()
         self.load_assets()
@@ -78,7 +82,27 @@ class Bittrex(Exchange):
 
     def create_order(self, asset, amount, is_buy, style):
         log.info('creating order')
-        pass
+        exchange_symbol = self.get_symbol(asset)
+        if isinstance(style, LimitOrder) or isinstance(style, StopLimitOrder):
+            if isinstance(style, StopLimitOrder):
+                log.warn('{} will ignore the stop price'.format(self.name))
+
+            price = style.get_limit_price(is_buy)
+            try:
+                if is_buy:
+                    order = self.api.buylimit(exchange_symbol, amount, price)
+                else:
+                    order = self.api.selllimit(exchange_symbol, amount, price)
+            except Exception as e:
+                raise ExchangeRequestError(error=e)
+
+            if 'uuid' in order:
+                return order['uuid']
+            else:
+                raise ExchangeRequestError(error='Order uuid not found.')
+        else:
+            raise InvalidOrderStyle(exchange=self.name,
+                                    style=style.__class__.__name__)
 
     def get_open_orders(self, asset):
         pass

catalyst/exchange/exchange.py

@@ -1,9 +1,8 @@
 import abc
-import random
-from time import sleep
 import collections
+import random
 from abc import ABCMeta, abstractmethod, abstractproperty
-from datetime import timedelta
+from time import sleep
 
 import numpy as np
 import pandas as pd
@@ -14,15 +13,14 @@ from catalyst.data.data_portal import BASE_FIELDS
 from catalyst.errors import (
     SymbolNotFound,
 )
-from catalyst.exchange.exchange_errors import InvalidOrderType
+from catalyst.exchange.exchange_errors import MismatchingBaseCurrencies, \
+    InvalidOrderStyle
+from catalyst.exchange.exchange_execution import ExchangeStopLimitOrder, \
+    ExchangeLimitOrder, ExchangeStopOrder
+from catalyst.exchange.exchange_portfolio import ExchangePortfolio
+from catalyst.exchange.exchange_utils import get_exchange_symbols
 from catalyst.finance.order import ORDER_STATUS
 from catalyst.finance.transaction import Transaction
-from catalyst.exchange.exchange_utils import get_exchange_symbols
-from catalyst.exchange.exchange_portfolio import ExchangePortfolio
-from catalyst.finance.execution import (MarketOrder,
-                                        LimitOrder,
-                                        StopOrder,
-                                        StopLimitOrder)
 
 log = Logger('Exchange')
 
@@ -385,7 +383,8 @@ class Exchange:
     def create_order(self, asset, amount, is_buy, style):
         pass
 
-    def order(self, asset, amount, limit_price, stop_price, style=None):
+    def order(self, asset, amount, limit_price=None, stop_price=None,
+              style=None):
         """Place an order.
 
         Parameters
@@ -430,21 +429,27 @@ class Exchange:
             return None
 
         if asset.base_currency != self.base_currency.lower():
-            raise NotImplementedError(
-                'Currency pairs must share their base with the exchange.'
+            raise MismatchingBaseCurrencies(
+                base_currency=asset.base_currency,
+                algo_currency=self.base_currency
             )
 
         is_buy = (amount > 0)
 
         if limit_price is not None and stop_price is not None:
-            style = StopLimitOrder(limit_price, stop_price,
-                                   exchange=self.name)
+            style = ExchangeStopLimitOrder(limit_price, stop_price,
+                                           exchange=self.name)
         elif limit_price is not None:
-            style = LimitOrder(limit_price, exchange=self.name)
+            style = ExchangeLimitOrder(limit_price, exchange=self.name)
+
         elif stop_price is not None:
-            style = StopOrder(stop_price, exchange=self.name)
-        elif style is None:
-            raise InvalidOrderType()
+            style = ExchangeStopOrder(stop_price, exchange=self.name)
+
+        elif style is not None:
+            raise InvalidOrderStyle(exchange=self.name,
+                                    style=style.__class__.__name__)
+        else:
+            raise ValueError('Incomplete order data.')
 
         display_price = limit_price if limit_price is not None else stop_price
         log.debug(

catalyst/exchange/exchange_errors.py

@@ -69,9 +69,9 @@ class InvalidSymbolError(ZiplineError):
     ).strip()
 
 
-class InvalidOrderType(ZiplineError):
+class InvalidOrderStyle(ZiplineError):
     msg = (
-        'Order type not found.'
+        'Order style {style} not supported by exchange {exchange}.'
     ).strip()
 
 
@@ -79,3 +79,10 @@ class SidHashError(ZiplineError):
     msg = (
         'Unable to hash sid from symbol {symbol}.'
     ).strip()
+
+
+class MismatchingBaseCurrencies(ZiplineError):
+    msg = (
+        'Unable to trade with base currency {base_currency} when the '
+        'algorithm uses {algo_currency}.'
+    ).strip()

catalyst/exchange/exchange_execution.py

@@ -0,0 +1,39 @@
+from catalyst.finance.execution import LimitOrder, StopOrder, StopLimitOrder
+
+
+class ExchangeLimitOrder(LimitOrder):
+    def get_limit_price(self, is_buy):
+        """
+        We may be trading Satoshis with 8 decimals, we cannot round numbers
+        :param is_buy:
+        :return:
+        """
+        return self.limit_price
+
+
+class ExchangeStopOrder(StopOrder):
+    def get_stop_price(self, is_buy):
+        """
+        We may be trading Satoshis with 8 decimals, we cannot round numbers
+        :param is_buy:
+        :return:
+        """
+        return self.stop_price
+
+
+class ExchangeStopLimitOrder(StopLimitOrder):
+    def get_limit_price(self, is_buy):
+        """
+        We may be trading Satoshis with 8 decimals, we cannot round numbers
+        :param is_buy:
+        :return:
+        """
+        return self.limit_price
+
+    def get_stop_price(self, is_buy):
+        """
+        We may be trading Satoshis with 8 decimals, we cannot round numbers
+        :param is_buy:
+        :return:
+        """
+        return self.stop_price

tests/exchange/test_bittrex.py

@@ -19,18 +19,16 @@ class BittrexTestCase(BaseExchangeTestCase):
         self.exchange = Bittrex(
             key=auth['key'],
             secret=auth['secret'],
-            base_currency='usd'
+            base_currency='btc'
         )
 
     def test_order(self):
         log.info('creating order')
-        asset = self.exchange.get_asset('neo_eth')
+        asset = self.exchange.get_asset('neo_btc')
         order_id = self.exchange.order(
             asset=asset,
-            style=LimitOrder(limit_price=200),
-            limit_price=200,
-            amount=0.5,
-            stop_price=None
+            limit_price=0.00055,
+            amount=1,
         )
         log.info('order created {}'.format(order_id))
         pass